Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-08-31 35.162399 38.102933 41.347671 45.228651 49.792447 55.051734 61.667047
2025-09-07 30.389653 34.122904 38.521095 44.197916 51.512530 60.905849 74.421836
2025-09-14 27.588897 31.641154 36.609778 43.344186 52.579558 65.420351 86.017710
2025-09-21 25.077793 29.142964 34.254924 41.408352 51.642972 66.706807 92.985047
2025-09-28 23.708742 27.911917 33.332095 41.168355 52.893274 71.272111 106.689312
2025-10-05 23.532719 28.169872 34.348648 43.681003 58.545097 84.121309 142.123320
2025-10-12 22.402220 27.052296 33.357117 43.110076 59.204326 88.489069 162.489038
2025-10-19 21.701122 26.457536 33.031576 43.477996 61.438379 96.409740 198.489841
2025-10-26 21.392213 26.371938 33.411297 44.963511 65.862435 110.349693 271.740957
2025-11-02 20.782496 25.815920 33.042886 45.176300 67.958470 119.922536 349.521208
2025-11-09 19.777456 24.638814 31.660526 43.554017 66.216717 119.393691 376.553032
2025-11-16 18.869092 23.562200 30.373692 41.994376 64.406564 118.258623 400.581669
2025-11-23 18.533645 23.417717 30.682275 43.544940 69.998338 142.647376 824.099181
2025-11-30 17.639843 22.415414 29.603838 42.568951 70.130846 151.673692 1403.260358
2025-12-07 16.882207 21.564897 28.691590 41.769536 70.468385 162.031752 3364.949130
2025-12-14 15.995976 20.472885 27.314724 39.952722 68.028491 160.363043 5893.090274
2025-12-21 15.494598 19.937883 26.806320 39.727215 69.444561 176.348100 NaN
2025-12-28 15.502587 20.177371 27.583174 42.085216 78.198983 241.976009 NaN
2026-01-04 15.011243 19.612101 26.960915 41.549999 78.922586 264.969921 NaN
2026-01-11 14.700486 19.314354 26.774715 41.894944 82.364283 318.549111 NaN
2026-01-18 14.569947 19.293528 27.063853 43.286295 89.641477 447.656079 NaN
2026-01-25 14.271728 18.987059 26.824282 43.485412 93.115515 568.620497 NaN
2026-02-01 13.752022 18.300787 25.865877 41.966201 90.049234 557.496560 NaN